+117.9%
KEY vs CVE
+136.1%
-18.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -1.3% | -16.1% | +14.9% | +4.4% |
| 30D | +5.1% | -10.4% | +15.5% | +8.5% |
| 3M | -7.1% | -2.4% | -4.7% | -7.2% |
| 6M | -4.4% | -4.4% | +0.1% | -4.8% |
| YTD | +4.0% | +64.9% | -60.9% | -15.5% |
| 1Y | +23.4% | +66.0% | -42.6% | -0.2% |
| 3Y | +113.9% | +57.7% | +56.3% | +71.8% |
| 5Y | +12.3% | +144.7% | -132.4% | -25.8% |
| All | +117.9% | +136.1% | -18.3% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling